How can I run a python script every time a computer boots up?
How to run shell script at startup (OSX)
And in this script just call your program
python path/to/yourScript.py
EDIT: Since 2010, the above link went sour. But also since 2010, several answers have appeared that describe similar methods, for example.
Running script when visiting Mac
How to get shell scripts to run at startup - Yosemite
You can create a login login (be careful, it works as root)